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Employment Opportunities >> Jobs >> Interest Rates Exotics Quant - London
https://www.algotradinggroup.com/cgi-bin/yabb2/YaBB.pl?num=1248713043

Message started by Cat on 07/27/09 at 17:44:02

Title: Interest Rates Exotics Quant - London
Post by Cat on 07/27/09 at 17:44:02

Interest Rate Exotics Desk Quant Strategist - strong IR Exotics knowledge along with experience of Rates curve cooking and credit curves is essential along with modelling experience using interest rates and credit models and hybrids of these.

Desk Quant Strategist to join the Interest Rate Derivative Desk Strategists add value to the Firm by providing the trading and sales desk with superior analytical skills. Desk Strategists will collaborate with the traders on risk analysis, risk reporting, and value added trading strategies.
Candidates must hold a PhD in a quantitative field or equivalent with strong skills in applied mathematics, strong knowledge of mathematical finance, strong knowledge of financial markets.
Experience with Emerging Market specific issues including rates knowledge, curve cooking and credit curves is essential along with modelling experience using interest rates and credit models and hybrids of these.
Candidates must have strong hands on technology skills are a core requirement - C++ programming is essential, VBA is useful and have the ability to discuss and market ideas as required. Strong communication & collaboration skills are necessary.
A market inquisitive nature and strong desire to be commercially relevant through the development of financial analytics and the application of analytical skills to find and risk manage trading positions. The candidate must be able to couple knowledge of mathematical finance, empirical statistics, and market knowledge to identify revenue enhancing/risk reducing trade opportunities.
Prior experience in designing and implementing analytics which have gained widespread use on one or more trading desks is extremely desirable.

Title: Re: Interest Rates Exotics Quant - London
Post by Cat on 09/07/09 at 10:50:44

this role is still available and the manager needs to get the headcount filled before the end of October before the end of year freeze happens - if you're interested, please send your CV to cat.halliwell@752solutions.com

Cheers

Cat :)